+338.5%
COP vs GM
+240.0%
+98.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +2.3% | -2.4% | +4.7% | +3.3% |
| 30D | +8.6% | -1.1% | +9.7% | +8.9% |
| 3M | +19.9% | +6.1% | +13.7% | +16.0% |
| 6M | +19.0% | +15.0% | +4.1% | +9.6% |
| YTD | +50.0% | +6.0% | +44.0% | +42.3% |
| 1Y | +50.5% | +47.1% | +3.4% | +22.1% |
| 3Y | +25.2% | +170.5% | -145.3% | -27.7% |
| 5Y | +194.3% | +80.5% | +113.8% | +94.2% |
| All | +338.5% | +240.0% | +98.5% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling